Title Author Year
James-Stein for the Leading Eigenvector Lisa Goldberg; Alec Kercheval 2022
Portfolio Responsibility for ESG Characteristics Mark Bateman; Lisa Goldberg 2022
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting? Lisa Goldberg; Ananth Madhavan; Harrison Selwitz; Alex Shkolnik 2022
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix Hubeyb Gurdogan; Alec Kercheval 2022
On Existence Of Berk-Nash Equilibria In Misspecified Markov Decision Processes With Infinite Spaces Robert Anderson; Haosui Duanmu; Aniruddha Ghosh; M. Ali Khan 2022
Sustainable Investing From a Practitioner's Viewpoint: What's in Your ESG Porfolio? Jeffrey Bohn; Lisa Goldberg; Simge Ulucam 2022
The Dispersion Bias Lisa Goldberg; Alex Papanicolaou; Alex Shkolnik 2022
James-Stein estimation of the first principal component Alex Shkolnik 2021
Collateralized Networks Samim Ghamami; Paul Glasserman; Peyton Young 2021
A resampling approach for causal inference on novel two-point time-series with application to identify risk factors for type-2 diabetes and cardiovascular disease Xiaowu Dai; Saad Mouti; Marjorie Lima Do Vale; Sumantra Ray; Jeffrey Bohn; Lisa Goldberg 2021
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting Lisa Goldberg; Taotao Cai; Pete Hand 2021
The Implied Futures Financing Rate Nick Gunther; Robert Anderson; Lisa Goldberg; Alex Papanicolaou 2021
Submodular Risk Allocation Samim Ghamami; Paul Glasserman 2019